+7,204.7%
HD vs IT
+6,324.9%
+879.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -1.2% | -6.8% | +5.7% | +0.4% |
| 30D | +20.9% | -0.6% | +21.4% | +20.8% |
| 3M | -0.2% | +3.1% | -3.2% | -1.5% |
| 6M | +14.5% | +25.5% | -11.0% | +6.2% |
| YTD | +4.3% | -23.5% | +27.8% | +7.0% |
| 1Y | -3.5% | -16.6% | +13.2% | -3.0% |
| 3Y | +30.1% | -53.1% | +83.2% | +46.2% |
| 5Y | +8.5% | -41.4% | +49.9% | +14.4% |
| 10Y | +245.3% | +90.9% | +154.3% | +171.2% |
| All | +7,204.7% | +6,324.9% | +879.8% | +2,570.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling